Table of Contents

Enum Level1Fields

Namespace
StockSharp.Messages
Assembly
StockSharp.Messages.dll

Level1 fields of market-data.

[DataContract]
public enum Level1Fields
Extension Methods

Fields

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AccruedCouponIncome")] AccruedCouponIncome = 39

Accrued coupon income (ACI).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AfterSplit")] AfterSplit = 87

Price after split.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AsksCount")] AsksCount = 16

Number of asks.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AsksVolume")] AsksVolume = 15

Ask volume.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePricePerSession")] AveragePrice = 31

Average price per session.

[EnumMember] [Display(Name = "ATR")] AverageTrueRange = 75

ATR.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BeforeSplit")] BeforeSplit = 88

Price before split.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAsk")] [Obsolete] BestAsk = 7

Best ask.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskPrice")] BestAskPrice = 36

Best ask price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskTime")] BestAskTime = 48

Best ask time.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskVolume")] BestAskVolume = 37

Best sell volume.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBid")] [Obsolete] BestBid = 6

Best bid.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidPrice")] BestBidPrice = 34

Best bid price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidTime")] BestBidTime = 47

Best bid time.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidVolume")] BestBidVolume = 35

Best buy volume.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Beta")] Beta = 74

Beta.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidsCount")] BidsCount = 14

Number of bids.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidsVolume")] BidsVolume = 13

Bids volume.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BuyBackDate")] BuyBackDate = 82

BuyBack date.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BuyBackPrice")] BuyBackPrice = 83

BuyBack price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Change")] Change = 33

Change,%.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ClosingPrice")] ClosePrice = 3

Closing price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CommissionMaker")] CommissionMaker = 90

Commission (maker).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CommissionTaker")] CommissionTaker = 89

Commission (taker).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponDate")] CouponDate = 94

Coupon date.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponPeriod")] CouponPeriod = 95

Coupon period.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponValue")] CouponValue = 93

Coupon value.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CurrentRatio")] CurrentRatio = 67

Liquidity (current).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Decimals")] Decimals = 79

Number of digits in price after coma.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Delta")] Delta = 18

Delta.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Dividend")] Dividend = 86

The dividend amount on shares.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Duration")] Duration = 80

Duration.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ExtendedInfo")] [Obsolete] ExtensionInfo = 26

Extended information.

[EnumMember] [Display(Name = "Float Short")] FloatShort = 62

Float Short.

[EnumMember] [Display(Name = "Forward P/E")] ForwardPriceEarnings = 53

Price target/profit.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Gamma")] Gamma = 19

Gamma.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "GrossMargin")] GrossMargin = 71

Assets margin (gross).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighAskPrice", Description = "HighAskPriceDesc")] HighAskPrice = 106

Highest ask during the session.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighAskVolume", Description = "HighAskVolumeDesc")] HighAskVolume = 112

Volume of the highest ask.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidMax")] HighBidPrice = 40

Maximum bid during the session.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighPrice")] HighPrice = 1

Highest price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighPrice52Week", Description = "HighPrice52WeekDesc")] HighPrice52Week = 116

The highest price for 52 weeks.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HistoricalVolatility")] HistoricalVolatility = 17

Volatility (historical).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolatilityMonth")] HistoricalVolatilityMonth = 77

Volatility (month).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolatilityWeek")] HistoricalVolatilityWeek = 76

Volatility (week).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Imbalance")] Imbalance = 102

Imbalance.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ImpliedVolatility")] ImpliedVolatility = 8

Volatility (implied).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Index")] Index = 101

Index.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "System")] IsSystem = 78

System info.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "IssueSize")] IssueSize = 81

Number of issued contracts.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTrade")] [Obsolete] LastTrade = 4

Last trade.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeId")] LastTradeId = 46

Last trade ID.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Initiator")] LastTradeOrigin = 50

Initiator of the last trade (buyer or seller).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradePrice")] LastTradePrice = 28

Last trade price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeStringId", Description = "LastTradeStringIdDesc")] LastTradeStringId = 118

Last trade ID (string).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeTime")] LastTradeTime = 43

Time of last trade.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Trend")] LastTradeUpDown = 49

Is tick ascending or descending in price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolume")] LastTradeVolume = 29

Last trade volume.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolumeHigh", Description = "LastTradeVolumeHighDesc")] LastTradeVolumeHigh = 108

Highest last trade volume.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolumeLow", Description = "LastTradeVolumeLowDesc")] LastTradeVolumeLow = 107

Lowest last trade volume.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LongTermDebtEquity")] LongTermDebtEquity = 69

Capital (long-term debt).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AskMin")] LowAskPrice = 41

Minimum ask during the session.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowBidPrice", Description = "LowBidPriceDesc")] LowBidPrice = 105

Lowest bid during the session.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowBidVolume", Description = "LowBidVolumeDesc")] LowBidVolume = 111

Volume of the lowest bid.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowPrice")] LowPrice = 2

Lowest price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowPrice52Week", Description = "LowPrice52WeekDesc")] LowPrice52Week = 117

The lowest price for 52 weeks.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarginBuy")] MarginBuy = 22

Initial margin to buy.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarginSell")] MarginSell = 23

Initial margin to sell.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarketPriceToday")] MarketPriceToday = 97

Market price (today).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarketPriceYesterday")] MarketPriceYesterday = 96

Market price (yesterday).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMax")] MaxPrice = 12

Price (max).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MaxVolume")] MaxVolume = 104

Maximum volume allowed in order.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Median", Description = "MedianPrice")] MedianPrice = 115

Median price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMin")] MinPrice = 11

Price (min).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MinVolume")] MinVolume = 91

Minimum volume allowed in order.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Lot")] Multiplier = 51

Lot multiplier.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OpenInterest")] OpenInterest = 10

Open interest.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OpenPrice")] OpenPrice = 0

Opening price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OperatingMargin")] OperatingMargin = 72

Assets margin.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OptionMargin", Description = "OptionMarginDesc")] OptionMargin = 109

Option margin leverage.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OptionSyntheticMargin", Description = "OptionSyntheticMarginDesc")] OptionSyntheticMargin = 110

Synthetic option position margin leverage.

[EnumMember] [Display(Name = "Payout")] Payout = 59

Payments.

[EnumMember] [Display(Name = "P/B")] PriceBook = 56

Price/sell.

[EnumMember] [Display(Name = "P/CF")] PriceCash = 57

Price/amount.

[EnumMember] [Display(Name = "P/E")] PriceEarnings = 52

Price/profit.

[EnumMember] [Display(Name = "PEG")] PriceEarningsGrowth = 54

Price/profit (increase).

[EnumMember] [Display(Name = "P/FCF")] PriceFreeCash = 58

Price/amount (free).

[EnumMember] [Display(Name = "P/S")] PriceSales = 55

Price/buy.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceStep")] PriceStep = 24

Minimum price step.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ProfitMargin")] ProfitMargin = 73

Profit margin.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "QuickRatio")] QuickRatio = 68

Liquidity (instantaneous).

[EnumMember] [Display(Name = "ROA")] ReturnOnAssets = 64

Return on assets.

[EnumMember] [Display(Name = "ROE")] ReturnOnEquity = 65

Return on equity.

[EnumMember] [Display(Name = "ROI")] ReturnOnInvestment = 66

Return on investment.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Rho")] Rho = 38

Rho.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "SettlementPrice")] SettlementPrice = 32

Settlement price.

[EnumMember] [Display(Name = "Shares Float")] SharesFloat = 61

Shares Float.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "NumOfShares")] SharesOutstanding = 60

Number of shares.

[EnumMember] [Display(Name = "Short")] ShortRatio = 63

Short.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Spread")] SpreadMiddle = 85

The middle of spread.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "State")] State = 27

State.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "StepPrice")] StepPrice = 5

Step price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "TheorPrice")] TheorPrice = 9

Theoretical price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Theta")] Theta = 21

Theta.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "TotalDebtEquity")] TotalDebtEquity = 70

Capital (debt).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "NumOfTrades")] TradesCount = 44

Number of trades.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Turnover")] Turnover = 84

Turnover.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingBestAskPrice", Description = "UnderlyingBestAskPriceDesc")] UnderlyingBestAskPrice = 114

Underlying asset best ask price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingBestBidPrice", Description = "UnderlyingBestBidPriceDesc")] UnderlyingBestBidPrice = 113

Underlying asset best bid price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingMinVolume")] UnderlyingMinVolume = 92

Minimum volume allowed in order for underlying security.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Underlying")] UnderlyingPrice = 103

Underlying price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePrice")] VWAP = 45

Average price.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VWAPPrev")] VWAPPrev = 98

VWAP (prev).

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Vega")] Vega = 20

Vega.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolumePerSession")] Volume = 30

Volume per session.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolumeStep")] VolumeStep = 25

Minimum volume step.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Yield")] Yield = 42

Yield.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "YieldVWAP")] YieldVWAP = 99

Yield by VWAP.

[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "YieldVWAPPrev")] YieldVWAPPrev = 100

Yield by VWAP (prev).